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Publié par:: Maxim Dmitrievsky
Vues:: 8598
Note:: (38)
Publié:: 2018.03.01 09:28

cointegration_indicator.mq5 (20.15 KB) afficher

Télécharger au format ZIP, Comment télécharger du code à partir de MetaEditor

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The indicator finds linear regression coefficients between each of the selected symbols and all other symbols, and displays them in the form of standard deviations. The sum of all the curves is displayed as a gray dashed histogram, which shows the deviation of the model portfolio from its real value. It can be used for experimenting with manual or automated pair trading.

Input Parameters

learning_depth - the calculation period in bars;
SymbolsList - required symbols separated by commas.

Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/19630

RMI_Histogram

Relative Momentum Index implemented as a color histogram with an indication of overbought and oversold zones.

Exp_XFatlXSatlCloud_Duplex

Two identical trading systems based on the change in the color of XFatlXSatlCloud for long and short trades, which can be configured in different ways in one Expert Advisor.

ColorSRoC

The smoothed S-RoC indicator of the relative price increment by Fred Shutsman.

JS_SISTEM_2

The Expert Advisor uses three iMAs (Moving Average, MA), one iOsMA (Moving Average of Oscillator and one iRVI (Relative Vigor Index, RVI). Trailing stop is based on the High/Low of earlier bars.

Cointegration - indicateur pour MetaTrader 5

Input Parameters